Quick Note Regarding NSURLConnection and NTLM
As near as I can tell, NSURLConnection does not support NTLM authentication.
So, if you are considering implementing something using NSURLConnection: take a moment to make sure you will never talk to a server expecting you to authenticate via NTLM (which is IIS as near as I can tell) before you waste two evenings doing it.
That being said, NSURLConnection is really cool and I wish I could use it.
For my next trick, figure out how to do this with CFHTTPMessage, which does provide kCFHTTPAuthenticationSchemeNTLM for authentication.
*sigh*